USB Pen Drive

Hello every one!
I need help to implement or add SCSI Driver or Kernel Module. Actually I need to use 1GB USB Pen drive. I have PIII Desktop, speed 550 MHz, I have RedHat Enterprise Linux 4.
According to the Book, to use USB Pen Drive we need SCSI Module. Because USB use /dev/sda or sdb. I am trying since last 2 week but unable to get /dev/sda or sdb.
When I tried modprobe scsi, it says that no scsi module found. Can anyone explain me step by step that how do I use USB Pen Drive.
I will be very much thankful.
Muhammad

Thank you brother Haji Jalal
I was waiting response from you. Because I am seeing that you have been solving the problems for lost of respectable member of this forum.
I will try the steps you outlined and let you inform the result.
Thank you again.

Hello Brother Jalal
I have just done all the step you suggested and enable the kernel logging. And than insert the two different USB Key drive. But there was no any message or activity.
But the question is that how do USB Pen or Key drive will work because SCSI Module is not installed and when I try wih modprobe command it says do not found SCSI Module. So, how do I Load SCSI Kernel Module???
Thank you.